+1,980.5%
NOW vs FDS
+337.1%
+1,643.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.6% |
| 7D | -6.7% | +6.4% | -13.0% | -10.9% |
| 30D | -25.8% | +25.2% | -51.0% | -37.3% |
| 3M | -12.7% | +22.9% | -35.6% | -25.2% |
| 6M | +11.2% | +56.5% | -45.3% | -19.4% |
| YTD | -33.2% | +19.0% | -52.1% | -41.7% |
| 1Y | -41.8% | +32.7% | -74.5% | -53.1% |
| 3Y | -15.7% | -20.4% | +4.8% | -6.6% |
| 5Y | -26.0% | -19.6% | -6.4% | -18.3% |
| 10Y | +515.1% | +148.5% | +366.6% | +200.7% |
| All | +1,980.5% | +337.1% | +1,643.4% | +631.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling